+67.0%
VSH vs GME
-55.8%
+122.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | +0.3% |
| 7D | +3.5% | +4.8% | -1.3% | +3.1% |
| 30D | -4.4% | +5.9% | -10.2% | -4.8% |
| 3M | -45.8% | -10.7% | -35.1% | -45.4% |
| 6M | +90.1% | -19.8% | +109.9% | +93.0% |
| YTD | +120.3% | -0.9% | +121.3% | +119.6% |
| 1Y | +112.2% | -15.7% | +127.9% | +114.2% |
| 3Y | +36.6% | +12.3% | +24.3% | +20.9% |
| 5Y | +67.0% | -60.1% | +127.1% | +56.0% |
| All | +67.0% | -55.8% | +122.8% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling